JOGIX vs. DFIEX
Compare and contrast key facts about JOHCM Global Select Fund (JOGIX) and DFA International Core Equity Portfolio I (DFIEX).
JOGIX is managed by JOHCM Funds. It was launched on Mar 20, 2013. DFIEX is managed by Dimensional Fund Advisors LP. It was launched on Sep 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JOGIX or DFIEX.
Key characteristics
| JOGIX | DFIEX | |
|---|---|---|
| YTD Return | 17.27% | 10.54% |
| 1Y Return | 31.16% | 20.16% |
| 3Y Return (Ann) | -1.56% | 4.26% |
| 5Y Return (Ann) | 8.90% | 8.32% |
| 10Y Return (Ann) | 7.13% | 5.93% |
| Sharpe Ratio | 1.85 | 1.43 |
| Daily Std Dev | 15.51% | 13.03% |
| Max Drawdown | -37.97% | -62.26% |
| Current Drawdown | -12.13% | -0.95% |
Correlation
The correlation between JOGIX and DFIEX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
JOGIX vs. DFIEX - Performance Comparison
In the year-to-date period, JOGIX achieves a 17.27% return, which is significantly higher than DFIEX's 10.54% return. Over the past 10 years, JOGIX has outperformed DFIEX with an annualized return of 7.13%, while DFIEX has yielded a comparatively lower 5.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JOGIX vs. DFIEX - Expense Ratio Comparison
JOGIX has a 0.98% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Risk-Adjusted Performance
JOGIX vs. DFIEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JOHCM Global Select Fund (JOGIX) and DFA International Core Equity Portfolio I (DFIEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
JOGIX vs. DFIEX - Dividend Comparison
JOGIX's dividend yield for the trailing twelve months is around 9.08%, more than DFIEX's 3.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JOGIX JOHCM Global Select Fund | 9.08% | 10.65% | 9.48% | 18.36% | 5.34% | 15.67% | 4.80% | 0.49% | 0.32% | 0.02% | 0.03% | 0.04% |
DFIEX DFA International Core Equity Portfolio I | 3.06% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.16% | 3.10% | 2.39% |
Drawdowns
JOGIX vs. DFIEX - Drawdown Comparison
The maximum JOGIX drawdown since its inception was -37.97%, smaller than the maximum DFIEX drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for JOGIX and DFIEX. For additional features, visit the drawdowns tool.
Volatility
JOGIX vs. DFIEX - Volatility Comparison
JOHCM Global Select Fund (JOGIX) has a higher volatility of 5.92% compared to DFA International Core Equity Portfolio I (DFIEX) at 4.41%. This indicates that JOGIX's price experiences larger fluctuations and is considered to be riskier than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.